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Consider the following information for three stocks, A, B, and C. The stocks' returns are positively but not perfectly positively correlated with one another, i.e, the correlations are all between 0 and 1. Portfolio AB has half of its funds invested in Stock A and half in Stock B. The correlation between stock A and B is =0.3 Portfolio ABC has one third of its funds invested in each of the three stocks. The correlation between stock B and C is 0.5 , and -0.2 for stock A and C. The risk-free rate is 5%, and the market is in equilibrium, so required returns equal expected returns. Fill in the blanks below. Please keep 2 decimal places and pay attention to the unit